+465.0%
JPM vs PFG
+184.0%
+281.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.7% |
| 7D | +3.5% | +2.4% | +1.1% | +1.9% |
| 30D | +3.3% | +5.9% | -2.6% | -0.5% |
| 3M | -4.2% | -0.4% | -3.7% | -4.2% |
| 6M | +16.4% | +14.8% | +1.6% | +5.6% |
| YTD | +9.5% | +31.9% | -22.4% | -9.5% |
| 1Y | +14.0% | +38.8% | -24.8% | -9.0% |
| 3Y | +153.1% | +82.4% | +70.7% | +65.6% |
| 5Y | +134.9% | +94.7% | +40.2% | +42.8% |
| All | +465.0% | +184.0% | +281.0% | +137.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PFG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling